User profiles for Adam Zaremba
Adam ZarembaMontpellier Business School (France), Poznan University of Economics and Business … Verified email at ue.poznan.pl Cited by 4294 |
[HTML][HTML] Infected markets: Novel coronavirus, government interventions, and stock return volatility around the globe
Do government interventions aimed at curbing the spread of COVID-19 affect stock market
volatility? To answer this question, we explore the stringency of policy responses to the novel …
volatility? To answer this question, we explore the stringency of policy responses to the novel …
COVID-19, government policy responses, and stock market liquidity around the world: A note
Unprecedented non-pharmaceutical interventions targeted to curb the spread of COVID-19
exerted a dramatic impact on the global economy and financial markets. This study is the first …
exerted a dramatic impact on the global economy and financial markets. This study is the first …
Digesting anomalies in emerging European markets: A comparison of factor pricing models
A Zaremba, A Czapkiewicz - Emerging Markets Review, 2017 - Elsevier
This study compares the performance of four popular factor pricing models—the capital
asset-pricing model (Sharpe, 1964), the three-factor model of Fama and French (1993), the four-…
asset-pricing model (Sharpe, 1964), the three-factor model of Fama and French (1993), the four-…
The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets
What determines a country’s financial immunity to a global pandemic? To answer this question,
we investigate the behavior of 67 equity markets around the world during the COVID-19 …
we investigate the behavior of 67 equity markets around the world during the COVID-19 …
Oil shocks and equity markets: The case of GCC and BRICS economies
This study analyzes the relationship between oil shocks and the equity markets of a group
of world major oil producers and consumers encompassing both the GCC and BRICS …
of world major oil producers and consumers encompassing both the GCC and BRICS …
[HTML][HTML] The cross section of country equity returns: A review of empirical literature
A Zaremba - Journal of Risk and Financial Management, 2019 - mdpi.com
The last three decades brought mounting evidence regarding the cross-sectional predictability
of country equity returns. The studies not only documented country-level counterparts of …
of country equity returns. The studies not only documented country-level counterparts of …
[HTML][HTML] The impact of policy responses to COVID-19 on US travel and leisure companies
This paper analyzes the impact of government restrictions arising from the COVID-19 pandemic
on stock returns of US travel and leisure companies. We demonstrate that the stringency …
on stock returns of US travel and leisure companies. We demonstrate that the stringency …
Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world
The COVID-19 pandemic has exerted a noteworthy impact on stock market volatility around
the world. Can vaccination programs revert these adverse effects? To answer this question, …
the world. Can vaccination programs revert these adverse effects? To answer this question, …
[HTML][HTML] Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …
ChatGPT: Unlocking the future of NLP in finance
This paper reviews the current state of ChatGPT technology in finance and its potential to
improve existing NLP-based financial applications. We discuss the ethical and regulatory …
improve existing NLP-based financial applications. We discuss the ethical and regulatory …